-23.7%
VFC vs RSG
+56.5%
-80.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -1.5% |
| 7D | -3.3% | -1.8% | -1.5% | -3.0% |
| 30D | -14.0% | +2.8% | -16.8% | -14.4% |
| 3M | -22.6% | +4.3% | -26.9% | -23.2% |
| 6M | -24.7% | -0.5% | -24.2% | -24.3% |
| YTD | -29.0% | +5.2% | -34.2% | -30.0% |
| 1Y | -13.8% | -2.1% | -11.6% | -12.9% |
| All | -23.7% | +56.5% | -80.2% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RSG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling